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https://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/etsug_arima_sect019.htm
PROC ARIMA options; The following options can be used in the PROC ARIMA statement. DATA=SAS-data-set. specifies the name of the SAS data set that contains the time series. If different DATA= specifications appear in the PROC ARIMA and IDENTIFY statements, the one in the IDENTIFY statement is used.
https://support.sas.com/documentation/onlinedoc/ets/132/arima.pdf
Before you use PROC ARIMA, you should be familiar with Box-Jenkins methods, and you should exercise care and judgment when you use the ARIMA procedure. The ARIMA class of time series models is complex and powerful, and some degree of expertise is needed to use them correctly. Getting Started: ARIMA Procedure
https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-ARIMA/td-p/248058
Hi Everyone, I'm doing some ARIMA forecasting and am finding the need to take the first difference of my variable of interest so I can get a stationary series. My variable of interest is hospital admissions. I have two questions: 1) If I have …
https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-REG-vs-PROC-ARIMA/td-p/534584
Solved: Anyone know why the following produced different estimates? Both should be the same, correct? Both are estimated via minimizing the SSE.
https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-ARIMA-checks-and-MAPE/td-p/393066
Only just started digging into SAS's guts and I'm having a mountain of problems with the ARIMA procedure. I'm trying to use the two years in the attached dataset to predict the next 6 months. I figured out a way to calculate my MAPE but I'm getting numbers as …
https://communities.sas.com/t5/SAS-Procedures/PROC-FORECAST-OR-PROC-ARIMA/td-p/57019
PROC ARIMA and PROC UCM for example can be used to create more advanced models later on, which also allow to incorporate independent variables for example. You will find plenty of examples in SAS/ETS software documentation - for example:
https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-ARIMA-with-exogenous-variable/td-p/249255
Hi SAS Community, I am running forecast for retail sales using ARIMA model. There is an input vairable available, retail_day, which is an indicator whether a day is a retail date or not: 1 for a retail date, and 0 for non-retail date. A retail date means that stores are open and that retail sales ...
http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/etsug_arima_sect046.htm
When a global output data set is created by the OUT= option in the PROC ARIMA statement, the variables in the OUT= data set are defined by the first FORECAST statement that is executed. The results of subsequent FORECAST statements …
http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/etsug_arima_sect021.htm
DATA=SAS-data-set. specifies the input SAS data set that contains the time series. If the DATA= option is omitted, the DATA= data set specified in the PROC ARIMA statement is used; if the DATA= option is omitted from the PROC ARIMA statement as well, the most recently created data set is used. ESACF
https://documentation.sas.com/?docsetId=etsug&docsetTarget=etsug_arima_syntax02.htm&docsetVersion=14.3&locale=en
DATA= SAS-data-set. specifies the name of the SAS data set that contains the time series. If different DATA= specifications appear in the PROC ARIMA and IDENTIFY statements, the one in the IDENTIFY statement is used. If the DATA= option is not specified in either the PROC ARIMA or IDENTIFY statement, the most recently created SAS data set is used.
http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/etsug_arima_sect046.htm
When a global output data set is created by the OUT= option in the PROC ARIMA statement, the variables in the OUT= data set are defined by the first FORECAST statement that is executed. The results of subsequent FORECAST statements are vertically concatenated onto the OUT= data set.
https://documentation.sas.com/?docsetId=etsug&docsetTarget=etsug_arima_syntax02.htm%3Flocale&docsetVersion=14.2
DATA= SAS-data-set. specifies the name of the SAS data set that contains the time series. If different DATA= specifications appear in the PROC ARIMA and IDENTIFY statements, the one in the IDENTIFY statement is used. If the DATA= option is not specified in either the PROC ARIMA or IDENTIFY statement, the most recently created SAS data set is used.
http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/etsug_arima_sect021.htm
DATA=SAS-data-set. specifies the input SAS data set that contains the time series. If the DATA= option is omitted, the DATA= data set specified in the PROC ARIMA statement is used; if the DATA= option is omitted from the PROC ARIMA statement as well, the most recently created data set is used. ESACF
https://go.documentation.sas.com/?cdcId=pgmsascdc&cdcVersion=9.4_3.4&docsetId=etsug&docsetTarget=etsug_arima_toc.htm&locale=en
Customer Support; SAS Documentation; SAS® 9.4 and SAS® Viya® 3.4 Programming Documentation SAS/ETS User's Guide; PDF; EPUB; Feedback; Help Tips; ... Syntax: ARIMA Procedure. The ARIMA procedure uses the following statements: PROC ARIMA …
https://www.sas.com/content/dam/SAS/support/en/sas-global-forum-proceedings/2019/3860-2019.pdf
1 Sensitivity: Public Paper 3860-2019 SAS/ETS® Proc Arima used for detecting Anomalies in GPS Time-Series Richard J Self, University of Derby, UK ABSTRACT The GPS system is widely used for identifying the location of people and devices in many
https://dzone.com/articles/arima-forecasting-with-sas
ARIMA Forecasting With SAS ... PROC ARIMA in SAS can be used to forecast. ... you can choose to view a small number of premium adverts on our site by hitting the 'Support' button. These heavily ...
http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/etsug_arima_sect056.htm
Example 7.2 Seasonal Model for the Airline Series. The airline passenger data, given as Series G in Box and Jenkins (1976), have been used in time series analysis literature as an example of a nonstationary seasonal time series. This example uses PROC ARIMA to fit the airline model, ARIMA(0,1,1) (0,1,1), to Box and Jenkins’ Series G. The ...
https://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm
Provides detailed reference material for using SAS/ETS software and guides you through the analysis and forecasting of features such as univariate and multivariate time series, cross-sectional time series, seasonal adjustments, multiequational nonlinear models, discrete choice models, limited dependent variable models, portfolio analysis, and generation of financial reports, with introductory ...
https://go.documentation.sas.com/?docsetId=etsug&docsetTarget=etsug_arima_details15.htm&docsetVersion=15.1&locale=en
When preliminary estimation is not performed by PROC ARIMA, then initial values of the coefficients for any given autoregressive or moving-average factor are set to 0.1 if the degree of the polynomial associated with the factor is 9 or less.
https://stackoverflow.com/questions/11620445/auto-arima-in-sas
May 29, 2019 · SAS has proc arima which is part of the SAS/ETS module (licensed seperately). You can use either the Enterprise Guide proc arima node for a GUI interface to it, or you can use Solutions->Analysis->Time Series Analysis for a base SAS interface. The base sas interface is what I usually use, it has the advantage of comparing many models other than ...
https://www.jmp.com/support/help/14-2/submit-sas-code.shtml
All analyses in JMP are run natively within JMP without any dependency on the SAS System. The SAS code that JMP generates is intended to enable you to perform a separate but similar analysis in the SAS System after the initial JMP analysis, or to score new observations in the SAS System using a model that was fit within JMP.
https://dms.umontreal.ca/~duchesne/chap7.pdf
The design of PROC ARIMA closely follows the Box-Jenkins strategy for time series modeling with features for the identification, estimation and diagnostic checking, and forecasting steps of the Box-Jenkins method. Before using PROC ARIMA, you should be familiar with Box-Jenkins methods, and you should exercise care and judgment when using the ...
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